+31.5%
TMO vs BBAI
-71.8%
+103.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -2.5% | -5.4% | +2.9% | -2.4% |
| 30D | -0.3% | -15.3% | +15.0% | -0.1% |
| 3M | +25.3% | -29.9% | +55.1% | +25.8% |
| 6M | +20.9% | -30.7% | +51.6% | +21.3% |
| YTD | +4.3% | -47.8% | +52.1% | +5.0% |
| 1Y | +27.0% | -40.4% | +67.4% | +27.5% |
| 3Y | +17.5% | +66.9% | -49.4% | +16.2% |
| 5Y | +6.9% | -71.4% | +78.3% | +4.7% |
| All | +31.5% | -71.8% | +103.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling